+151.1%
GWX vs SPY
+626.4%
-475.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +0.9% | -0.4% | +1.2% | +1.2% |
| 30D | +1.9% | -1.4% | +3.3% | +3.2% |
| 3M | +6.1% | +3.7% | +2.4% | +2.8% |
| 6M | +7.9% | +13.0% | -5.1% | -2.9% |
| YTD | +15.3% | +12.4% | +2.9% | +4.1% |
| 1Y | +20.1% | +18.5% | +1.5% | +3.4% |
| 3Y | +67.4% | +77.6% | -10.2% | -1.0% |
| 5Y | +33.7% | +81.7% | -48.0% | -23.4% |
| 10Y | +109.9% | +319.7% | -209.8% | -46.2% |
| All | +151.1% | +626.4% | -475.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling